CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
435-0 |
431-0 |
-4-0 |
-0.9% |
412-0 |
| High |
437-4 |
435-4 |
-2-0 |
-0.5% |
437-4 |
| Low |
431-0 |
429-0 |
-2-0 |
-0.5% |
411-4 |
| Close |
433-6 |
435-4 |
1-6 |
0.4% |
435-4 |
| Range |
6-4 |
6-4 |
0-0 |
0.0% |
26-0 |
| ATR |
10-1 |
9-7 |
-0-2 |
-2.6% |
0-0 |
| Volume |
27,473 |
25,959 |
-1,514 |
-5.5% |
133,911 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
452-7 |
450-5 |
439-1 |
|
| R3 |
446-3 |
444-1 |
437-2 |
|
| R2 |
439-7 |
439-7 |
436-6 |
|
| R1 |
437-5 |
437-5 |
436-1 |
438-6 |
| PP |
433-3 |
433-3 |
433-3 |
433-7 |
| S1 |
431-1 |
431-1 |
434-7 |
432-2 |
| S2 |
426-7 |
426-7 |
434-2 |
|
| S3 |
420-3 |
424-5 |
433-6 |
|
| S4 |
413-7 |
418-1 |
431-7 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
506-1 |
496-7 |
449-6 |
|
| R3 |
480-1 |
470-7 |
442-5 |
|
| R2 |
454-1 |
454-1 |
440-2 |
|
| R1 |
444-7 |
444-7 |
437-7 |
449-4 |
| PP |
428-1 |
428-1 |
428-1 |
430-4 |
| S1 |
418-7 |
418-7 |
433-1 |
423-4 |
| S2 |
402-1 |
402-1 |
430-6 |
|
| S3 |
376-1 |
392-7 |
428-3 |
|
| S4 |
350-1 |
366-7 |
421-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
437-4 |
411-4 |
26-0 |
6.0% |
10-2 |
2.4% |
92% |
False |
False |
26,782 |
| 10 |
437-4 |
411-4 |
26-0 |
6.0% |
7-5 |
1.7% |
92% |
False |
False |
23,868 |
| 20 |
437-4 |
395-0 |
42-4 |
9.8% |
7-6 |
1.8% |
95% |
False |
False |
25,407 |
| 40 |
437-4 |
375-4 |
62-0 |
14.2% |
7-6 |
1.8% |
97% |
False |
False |
20,682 |
| 60 |
459-4 |
375-4 |
84-0 |
19.3% |
8-5 |
2.0% |
71% |
False |
False |
18,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
463-1 |
|
2.618 |
452-4 |
|
1.618 |
446-0 |
|
1.000 |
442-0 |
|
0.618 |
439-4 |
|
HIGH |
435-4 |
|
0.618 |
433-0 |
|
0.500 |
432-2 |
|
0.382 |
431-4 |
|
LOW |
429-0 |
|
0.618 |
425-0 |
|
1.000 |
422-4 |
|
1.618 |
418-4 |
|
2.618 |
412-0 |
|
4.250 |
401-3 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
434-3 |
433-7 |
| PP |
433-3 |
432-3 |
| S1 |
432-2 |
430-6 |
|